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J. Japan Statist. Soc., Vol. 33 (No. 1), pp. 95-104, 2003

Characterizations of the distributions of power inverse Gaussian and others based on the entropy maximization principle

Toshihiko Kawamura and Kosei Iwase

Abstract. This paper characterizes the distributions of power inverse Gaussian and others based on the entropy maximization principle (E.M.P.) and discuss the relationships of these distributions to the log-normal and the inverse Gaussian distributions. Moreover, the power Birnbaum-Saunders and the generalized Gumbel distribution are characterized under some constraints.

Key words and phrases: Entropy maximization principle, generalized Gumbel distribution, power Birnbaum-Saunders distribution, power inverse Gaussian distribution.


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